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Markets Overview

Title
London stock exchange (LSE)

since 2001

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded products
  • Retail bonds (UK gilts and retail-size corporate bonds)

📄 Read user guide - page 54

Title
Turquoise

since 2017

Instruments

  • Stocks
  • Depository receipts
  • Exchange-traded funds
  • Exchange-traded commodities
  • European rights issues

📄 Read user guide page 63

Title
CBOE Europe BXE (BATS)

since 2010

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
CBOE Europe CXE (Chi-X)

since 2012

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
CBOE Europe DXE

since 2019

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
Deutsche Boerse Xetra

since 2010

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

📄 Read user guide page 66

Title
Euronext Paris

since 2009

Instruments

  • Stocks
  • Bonds
  • Structured products (warrants, certificates and exchange-traded funds)

HFT flag (2009-2017)

📄 Read user guide page 7

Title
Eurex (derivatives markets)

since 2010

Instruments

  • Options
  • Futures

📄 Read user guide 

Data structure: .csv files, one file per instrument and per day for each market data category.